Data-driven structure-preserving model reduction for stochastic Hamiltonian systems

DOI10.3934/jcd.2024010arXiv2201.13391MaRDI QIDQ6152181

Tomasz M. Tyranowski

Publication date: 11 March 2024

Published in: Journal of Computational Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2201.13391

zbMATH Keywords

stochastic differential equationsmodel reductionstochastic Hamiltonian systemsgeometric numerical integration methods

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) Numerical integration (65D30)

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